Soc. Generale Call 10 NDX1 21.03.2025
/ DE000SU778F5
Soc. Generale Call 10 NDX1 21.03..../ DE000SU778F5 /
| 1/10/2025 4:21:38 PM |
Chg.+0.05 |
Bid4:53:21 PM |
Ask4:53:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
+2.45% |
2.17
Bid Size: 3,000 |
2.20
Ask Size: 3,000 |
NORDEX SE O.N. |
10.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SU778F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.40 |
| Parity: |
1.19 |
| Time value: |
0.88 |
| Break-even: |
12.07 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.03 |
| Spread %: |
1.47% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.01 |
Quote data
| Open: |
2.17 |
| High: |
2.24 |
| Low: |
2.09 |
| Previous Close: |
2.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.68% |
| 1 Month |
|
|
-8.33% |
| 3 Months |
|
|
-51.17% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
1.99 |
| 1M High / 1M Low: |
2.63 |
1.99 |
| 6M High / 6M Low: |
6.09 |
1.99 |
| High (YTD): |
1/6/2025 |
2.63 |
| Low (YTD): |
1/8/2025 |
1.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.78% |
| Volatility 6M: |
|
100.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |